A land of monotone plenty, bis repetita: from classical to weak optimal transport

Abstract: The celebrated c-cyclical monotonicity property is shown to boil down to the zeroth-order optimality condition for the optimal transport problem. More precisely, we show that optimality is equivalent to the non-negativity of the linear transport cost functional on the radial cone of admissible perturbations. We then utilise this point of view to extend the c-cyclical monotonicity property to the weak optimal transport problem, for which it corresponds to the first-order optimality condition, namely to the non-negativity of the linearisation of the weak transport cost functional near the optimiser. Altogether, this sheds new light on this monotonicity concept. For both classical and weak optimal transport, we show that this property characterises (under suitable assumptions) optimal transport plans. In the classical case, we recover known results of the literature but with revisited proofs.